Unable to access my WD hard drive on iPad Pro 12.9

iPadOS provides limited support for external Hard Disk storage.

An external HDD can be connected to your iPad with the Apple adapter appropriate for your model of iPad - if the HDD is both partitioned and formatted appropriately (i.e., a single partition - formatted as FAT32, exFAT, APFS or HFS+). 

You should also note that the iPad is not capable of providing sufficient power to run an HDD. If the HDD does not have its own source of power - then external power must be supplied to the HDD using a connecting adapter (e.g., an Apple Lightning to USB3 Camera Adapter and Apple Charger of at least 12W) - or by connecting both the iPad and HDD to a powered USB hub.

What WD exact model are you using?

You might need to initialize it using exFAT (which will maintain compatibility with a Windows PC).

Regards

Giulio